+311.2%
TPR vs FTI
+304.2%
+6.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.1% | -1.6% | -3.1% |
| 7D | -3.4% | -0.2% | -3.2% | -3.3% |
| 30D | -27.3% | +12.3% | -39.6% | -30.2% |
| 3M | -16.2% | +13.8% | -30.0% | -20.5% |
| 6M | -17.9% | +24.3% | -42.2% | -24.6% |
| YTD | -7.1% | +75.8% | -82.9% | -24.1% |
| 1Y | +13.6% | +99.6% | -86.0% | -11.4% |
| 3Y | +293.7% | +278.4% | +15.3% | +138.5% |
| 5Y | +239.1% | +1,168.7% | -929.6% | +22.8% |
| 10Y | +311.2% | +297.5% | +13.7% | +69.4% |
| All | +311.2% | +304.2% | +6.9% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FTI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling